-0.8%
CRM vs FROG
+136.9%
-137.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | -4.4% | -0.5% | -4.0% | -4.3% |
| 30D | +28.1% | +1.3% | +26.8% | +27.7% |
| 3M | +48.8% | +11.1% | +37.7% | +43.0% |
| 6M | +28.3% | +108.3% | -80.1% | +1.5% |
| YTD | -6.0% | +39.6% | -45.6% | -17.9% |
| 1Y | +1.4% | +74.7% | -73.3% | -18.5% |
| 3Y | +11.8% | +224.1% | -212.2% | -33.6% |
| All | -0.8% | +136.9% | -137.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling